+189.5%
DLR vs AWK
+156.2%
+33.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.4% |
| 7D | -2.0% | 0.0% | -2.0% | -2.1% |
| 30D | +0.5% | +15.5% | -15.0% | -6.6% |
| 3M | -4.4% | +10.0% | -14.4% | -9.3% |
| 6M | -6.4% | +20.4% | -26.9% | -15.7% |
| YTD | +19.5% | +17.1% | +2.4% | +8.4% |
| 1Y | +10.5% | +18.3% | -7.7% | -0.5% |
| 3Y | +54.0% | +30.4% | +23.6% | +24.7% |
| 5Y | +39.7% | -2.7% | +42.4% | +34.9% |
| 10Y | +189.5% | +154.7% | +34.8% | +46.6% |
| All | +189.5% | +156.2% | +33.4% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling